Forecast evaluation

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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Forecast evaluation

Postby startz » Tue Apr 05, 2011 6:19 pm

If you do a Forecast with only 1 observation in the forecast period you don't get a forecast evaluation. Perhaps some elements of the evaluation can't be computed, but others can and probably should be.

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Forecast evaluation

Postby EViews Glenn » Thu Apr 07, 2011 12:11 pm

My quick look suggests that the forecast evaluation is only not reported if there are no observations or if the sum-of-squared residuals is identically equal to zero (or there is an unrelated error). I'm not certain why the three reportable statistics are not shown (to be zero) in this case, but we'll look into it.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Forecast evaluation

Postby startz » Thu Apr 07, 2011 12:25 pm

Try setting the forecast smpl to 7 7 in the attached.
Attachments
cdcosts2010ToGlenn.wf1
(10.09 KiB) Downloaded 274 times

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Forecast evaluation

Postby EViews Glenn » Thu Apr 07, 2011 1:44 pm

There are only 6 observation in the original workfile. Forecasting "7 7" means that we add an observation to the workfile with the dependent variable equal to NA. So no forecast evaluation summaries are possible.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Forecast evaluation

Postby startz » Thu Apr 07, 2011 3:38 pm

Uh, DTD please.


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